-63.3%
JD vs AFRM
-25.1%
-38.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.0% |
| 7D | +13.4% | -7.3% | +20.7% | +14.6% |
| 30D | +7.7% | -9.6% | +17.3% | +9.1% |
| 3M | -11.3% | -11.1% | -0.2% | -10.2% |
| 6M | -5.1% | +3.9% | -9.0% | -7.2% |
| YTD | +5.0% | -8.5% | +13.5% | +3.9% |
| 1Y | -5.6% | +3.3% | -8.9% | -9.0% |
| 3Y | +17.8% | +213.7% | -196.0% | -15.3% |
| 5Y | -57.2% | -58.5% | +1.4% | -67.1% |
| All | -63.3% | -25.1% | -38.2% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling